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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nova Ltd. (NVMI) - NASDAQ Next Earnings Date: Estimated on Aug. 13, 2026
OS Projected Window: Aug. 17, 2026 to Aug. 22, 2026
EVR: 3.5
Avg Daily Volume: 458,520    Market Cap: 18.3B
Sector: Technology    Short Interest: 5.61
Live Interactive Chart
Days to Next Earnings: 48 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
May 14, 2026 BO 3.4 $503.65 @$500.00 $84.70
($503.65)
16.94% 12.18% I 10.41% I $556.11 $91.70
( $556.11 )
8.26%
Feb. 12, 2026 BO 3.4 $475.83 @$480.00 $49.00
($475.83)
10.21% -8.46% I -6.78% I $443.55 $44.70
( $443.55 )
-8.78%
Nov. 6, 2025 BO 3.0 $342.22 @$340.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2025 BO 3.1 $257.71 @$260.00
May 8, 2025 BO 2.9 $200.72 @$200.00
Feb. 13, 2025 BO 2.5 $245.43 @$250.00
Nov. 7, 2024 BO 2.3 $191.31 @$190.00
May 9, 2024 BO 2.1 $181.12 @$180.00
Feb. 15, 2024 BO 2.0 $157.43 @$155.00
Nov. 9, 2023 BO 1.9 $101.59 @$100.00

 
 
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